+41.8%
GH vs OUST
-68.5%
+110.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.0% | 0.0% | -7.1% |
| 7D | -17.2% | -5.0% | -12.2% | -16.6% |
| 30D | -10.1% | -32.0% | +21.9% | -3.4% |
| 3M | -6.0% | -32.4% | +26.4% | 0.0% |
| 6M | +71.4% | +6.7% | +64.7% | +55.0% |
| YTD | +50.2% | +41.0% | +9.2% | +24.9% |
| 1Y | +61.4% | +18.0% | +43.4% | +38.7% |
| 3Y | +435.2% | +560.6% | -125.4% | +137.5% |
| 5Y | +39.2% | -55.1% | +94.4% | +5.9% |
| All | +41.8% | -68.5% | +110.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling